StockFetcher Forums · General Discussion · Parabolic SAR<< >>Post Follow-up
124 posts
msg #45846
Ignore papagatorga
7/14/2006 11:02:17 AM

I am trying to use this scan to find stocks that have recently issued a SELL signal. "show stocks where the Parabolic SAR crossed below the close in the last ten days". It isn't reflecting recent sell signals. The first two stocks on the list gave a Parabolic SAR sell months ago. Any help?

195 posts
msg #45858
Ignore traderblues
7/14/2006 11:23:19 AM

count(price crossed below parabolic SAR,10) above 0.5

39 posts
msg #45869
Ignore garryp
7/14/2006 11:53:07 AM

deleted - wrong thread

485 posts
msg #45889
Ignore guru_trader
7/14/2006 2:44:25 PM

Are you trying to use "weekly sar" values ... those are dynamic indicators

124 posts
msg #45948
Ignore papagatorga
7/18/2006 9:50:45 AM

gugu-trader- yes I am using a weekly chart.

2,824 posts
msg #45951
Ignore nikoschopen
7/18/2006 1:16:31 PM

Somebody had asked this very same question in the past, albeit in a different light, to which the following filter was offered. Basically, it takes into consideration the interplay of Parabolic SAR and DMI crossover.

date offset 20

set{dmiup, count(PDI(14) crossed above MDI(14),1)}
set{up, dmiup * count(Parabolic SAR(0.02,0.2) below low,1)}
set{dmidn, count(PDI(14) crossed below MDI(14),1)}
set{down, dmidn * count(Parabolic SAR(0.02,0.2) above high,1)}
set{downdown, down * -1}
set{dmisar, up + downdown}
set{zero, count(dmisar equals 0,1)}
set{dmi.sar, 1 - zero}
dmi.sar equals 1
price above 20
and avgvol(17) above 500000
add column dmisar
do not draw dmi.sar
draw ADX(14)
draw sar

Note that under the "dmisar" column (fifth column), 1 indicates a bullish DMI crossover and -1 a bearish crossover.

Additionally, the "date offset 20" phrase has been added as a means to backtest this filter for the past 20 days. Be sure to remove this line when screening.

StockFetcher Forums · General Discussion · Parabolic SAR<< >>Post Follow-up

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